Optimal reinsurance strategies in regime-switching jump diffusion models: stochastic differential game formulation and numerical methods (Q2015641)
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scientific article; zbMATH DE number 6306918
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| English | Optimal reinsurance strategies in regime-switching jump diffusion models: stochastic differential game formulation and numerical methods |
scientific article; zbMATH DE number 6306918 |
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Optimal reinsurance strategies in regime-switching jump diffusion models: stochastic differential game formulation and numerical methods (English)
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23 June 2014
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stochastic differential game
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reinsurance strategy
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regime switching
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Markov chain approximation
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0.8685983419418335
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0.858506441116333
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0.8377110958099365
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0.8363949656486511
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0.8291909098625183
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